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Forex Trading 2018- TA/FA- Setups and discussion, page-4132

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TraderNin

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20/08/18

14:41

Post #: 35039375
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Originally posted by sharks37 ↑

Following up on my my post last Monday of the results of my portfolio of EA's in demo testing, here is an update including the figures for last week:

View attachment 1248278

So the EA that looked really good up until last week - the BRI - had an awful week last week, losing almost all the pips it had gained over the previous 4 weeks. Of itself that's not a concern to me, but what is a concern is that this model tested with a max drawdown of 9.5% over 3 years of back-testing, and the above loss now represents almost exactly a 10% drawdown, so its reached its drawdown limit, within 5 weeks of demo testing. That doesn't seem right so it requires further investigation from me, but at the very least I have decided this model won't go live with the others at the end of the month, and won't until I decided that it re-validates itself.

A 2nd EA (MAV) also did not have a good week, but in context of its back-testing statistics, it remains well within acceptable parameters. The other 3 EA's are performing well and despite the BRI performance the portfolio remains over 4000 pips in profit for 5 weeks, so still ok from a portfolio perspective. What it does do is imo validate the portfolio approach and not relying on a single model/EA.

Cheers, Sharks

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Hi Sharks,

Maybe the breakout model can be tweaked to hedge against BRI model as last week was all about currency crash, i.e. moving only in one direction - that could potentially save the losses, just thinking out loud.

On another note, today marks the 3rd week since I've started coding. And with the help of EA lab, I've finally able to get the EA to enter at the exact condition that I've been having trouble with. Although the entry price is not as ideal but I'm pretty happy with the way it works since defining buying/selling wave exhaustion is complicated in the coding sense.

Looking forward to share my result as soon as I can.

Cheers
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Forex Trading 2018- TA/FA- Setups and discussion, page-4132

Top Stories

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History-making uranium sample grades and an imminent drill run. Infini Resources is poised to transform in 2025

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This biotech stock raised $11M in a risk-off environment. Its Alzheimer's drug could change the game